[Quantlib-dev] [ quantlib-Feature Requests-807851 ] Adding custom constraints to short-rate model calibration

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Feature Requests item #807851, was opened at 2003-09-17 14:52
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Category: None
Group: None
Status: Open
Priority: 5
Submitted By: Francesco Perissin (fperissin)
Assigned to: Nobody/Anonymous (nobody)
Summary: Adding custom constraints to short-rate model calibration

Initial Comment:
Users should be able to add constrains to the model 

calibration.

For example, one may want to keep constant one of the 

2 parameters of the Hull-White model, and calibrate on 

the other.

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You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=362740&aid=807851&group_id=12740